Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-02 0.434317 0.483041 0.537761 0.604348 0.683985 0.777218 0.896215
2025-11-09 0.363763 0.421971 0.491761 0.583226 0.702500 0.856665 1.078040
2025-11-16 0.326795 0.391112 0.472139 0.584735 0.742470 0.964820 1.321537
2025-11-23 0.307145 0.377558 0.470170 0.605844 0.809147 1.121426 1.684977
2025-11-30 0.285748 0.358389 0.457124 0.607887 0.846531 1.240962 2.033535
2025-12-07 0.266306 0.339418 0.441468 0.602733 0.870217 1.342054 2.391606
2025-12-14 0.248871 0.321400 0.424885 0.593214 0.883931 1.427564 2.759530
2025-12-21 0.232363 0.303230 0.406133 0.577489 0.883523 1.485114 3.093673
2025-12-28 0.224852 0.297407 0.405189 0.590322 0.936297 1.665683 3.887746
2026-01-04 0.219860 0.294794 0.408731 0.610858 1.007361 1.911190 5.138060
2026-01-11 0.209598 0.283424 0.397328 0.603586 1.021182 2.024757 6.050070
2026-01-18 0.204116 0.278985 0.396659 0.615472 1.077334 2.270478 7.961606
2026-01-25 0.192474 0.264502 0.378786 0.594220 1.058999 2.307641 8.902077
2026-02-01 0.180579 0.249028 0.358305 0.566147 1.021078 2.275958 9.399915
2026-02-08 0.174392 0.242301 0.352145 0.565129 1.046264 2.454176 11.963087
2026-02-15 0.172051 0.241559 0.356083 0.584326 1.124224 2.852794 18.674447
2026-02-22 0.167101 0.236262 0.351646 0.585975 1.158466 3.116471 26.435882
2026-03-01 0.161529 0.229647 0.344410 0.581000 1.174327 3.319060 36.333938
2026-03-08 0.155767 0.222439 0.335665 0.571955 1.177475 3.471901 48.955903
2026-03-15 0.149565 0.214232 0.324654 0.557046 1.161628 3.530954 61.246433
2026-03-22 0.147433 0.212791 0.325933 0.569202 1.227154 4.048088 143.291792
2026-03-29 0.146311 0.212995 0.330245 0.588645 1.320340 4.831154 885.654632
2026-04-05 0.141992 0.207484 0.323429 0.581762 1.328594 5.108468 6484.961366